Bring the tapioca, coconut milk, and salt to a boil in a saucepan over medium-high heat, stirring constantly. Reduce heat to medium-low, and simmer for 5 minutes. Stir in the sugar until dissolved.
Beat the egg in a bowl until smooth.
Whisk in about 1/2 cup of the hot tapioca mixture, 1 tablespoon at a time, then scrape the egg mixture into the simmering pudding, and stir. Simmer gently until thickened, 3 to 5 minutes , then remove from the heat and allow to cool for 10 minutes before stirring in the vanilla extract.
